Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 0 0 1 77
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 0 0 3 134
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 0 0 0 40 1 2 2 69
A flexible semiparametric model for time series 0 0 0 50 0 0 3 91
Estimating Smooth Structural Change in Cointegration Models 0 0 2 65 0 0 2 139
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 0 204
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 0 126 0 0 2 316
Estimation in Semiparametric Time Series Regression 0 0 0 67 0 0 0 112
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 1 1 21 0 2 3 123
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 2 56 0 0 4 138
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 1 1 55 0 1 3 95
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 1 2 85 0 1 2 106
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 2 39 0 0 5 90
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 1 0 0 0 22
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 0 0 1 25
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 0 0 2 31 1 2 5 73
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 0 96 0 1 1 179
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 0 1 142
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 1 132 0 1 3 295
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 0 0 3 84 0 1 7 108
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 3 165 1 3 9 395
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 0 0 0 32 0 1 2 118
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 0 0 0 47 0 0 2 241
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 0 0 0 68 0 0 3 103
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 1 3 4 104 1 3 7 230
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 0 0 103
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 81 0 0 2 201
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 0 1 164
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 0 0 33
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 2 3 6 69
Specification Testing in Nonstationary Time Series Models 0 0 0 72 0 0 2 142
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 0 1 85
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 0 0 107
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 1 31 0 0 1 114
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 0 0 86
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 0 0 1 97
Total Working Papers 1 6 24 2,052 6 21 85 4,826
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 19 0 0 2 77
A flexible semiparametric forecasting model for time series 0 2 5 28 0 2 6 120
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 1 1 1 9 2 3 6 38
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 0 0 29
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 0 3 0 0 0 46
Change point estimators by local polynomial fits under a dependence assumption 0 0 1 14 0 1 3 64
Estimating smooth structural change in cointegration models 0 0 2 22 0 2 10 83
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 0 3 144
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 0 87
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 17 0 0 0 91
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 0 0 2 10
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 2 7 0 5 22 69
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 1 10 0 0 2 47
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 2 7 0 1 3 33
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 0 0 1 55
Local Linear M‐estimation in non‐parametric spatial regression 0 0 0 55 0 1 4 141
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 1 1 33
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 0 5 0 0 1 18
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 2 3 14 0 2 6 54
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 0 3 1 4 6 40
Non‐parametric time‐varying coefficient panel data models with fixed effects 1 1 3 125 1 2 8 346
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 0 5 1 1 3 22
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 0 0 77
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 0 1 3 10 21
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 0 1 2 42
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 102 0 1 5 274
Spatial local M-estimation under association 0 0 0 13 0 1 2 48
Specification testing in nonstationary time series models 0 0 0 23 0 0 1 63
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 0 7 0 0 0 47
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 0 0 0 38
Variable selection in partially time-varying coefficient models 0 0 0 0 0 0 2 5
Total Journal Articles 2 6 20 617 6 31 111 2,262


Statistics updated 2022-11-05